Legal Question in Intellectual Property in Texas

No, copying a copyrighted item in copyhright infringement, unless you fall into certain exceptions. However, as a practical matter, downloading a single sound effect for personal use is relatively risk free. It is not going to be of significant concern to the owner of the sound effect if you download a single copy for personal use. Uploading or reselling or making commercial use of it, especially on a large scale is where you can get in trouble, in fact serious trouble. The penalties for copyright infringement can be quite heavy.